Signify NV (SFFYF)
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USD |
OTCM |
Oct 06, 16:00
Signify Max Drawdown (5Y) : 65.20% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 65.20% |
| August 31, 2026 | 65.20% |
| July 31, 2026 | 65.20% |
| June 30, 2026 | 65.20% |
| May 31, 2026 | 65.20% |
| April 30, 2026 | 65.20% |
| March 31, 2026 | 65.20% |
| February 28, 2026 | 65.20% |
| January 31, 2026 | 65.20% |
| December 31, 2025 | 65.20% |
| November 30, 2025 | 65.20% |
| October 31, 2025 | 65.20% |
| September 30, 2025 | 65.20% |
| August 31, 2025 | 65.20% |
| July 31, 2025 | 65.20% |
| June 30, 2025 | 65.20% |
| May 31, 2025 | 65.20% |
| April 30, 2025 | 65.20% |
| March 31, 2025 | 63.02% |
| February 28, 2025 | 63.02% |
| January 31, 2025 | 63.02% |
| December 31, 2024 | 61.92% |
| November 30, 2024 | 61.92% |
| October 31, 2024 | 59.55% |
| September 30, 2024 | 59.55% |
| Date | Value |
|---|---|
| August 31, 2024 | 59.55% |
| July 31, 2024 | 59.55% |
| June 30, 2024 | 59.55% |
| May 31, 2024 | 59.55% |
| April 30, 2024 | 59.55% |
| March 31, 2024 | 59.55% |
| February 29, 2024 | 59.55% |
| January 31, 2024 | 59.55% |
| December 31, 2023 | 59.55% |
| November 30, 2023 | 59.55% |
| October 31, 2023 | 59.55% |
| September 30, 2023 | 59.55% |
| August 31, 2023 | 59.55% |
| July 31, 2023 | 59.55% |
| June 30, 2023 | 59.55% |
| May 31, 2023 | 59.55% |
| April 30, 2023 | 59.55% |
| March 31, 2023 | 59.55% |
| February 28, 2023 | 59.55% |
| January 31, 2023 | 59.55% |
| December 31, 2022 | 59.55% |
| November 30, 2022 | 59.55% |
| October 31, 2022 | 59.55% |
| September 30, 2022 | 54.23% |
| August 31, 2022 | 51.91% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Acuity, Inc. | 34.64% |
| Orion Energy Systems, Inc. | 95.24% |
| Cyberlux Corp. | 98.84% |
| W-SCOPE Corp. | 63.25% |
| Fusion Fuel Green Plc | 99.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.33 |
| Beta (5Y) | 0.2221 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.45% |
| Historical Sharpe Ratio (5Y) | -0.5108 |
| Historical Sortino (5Y) | -0.952 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.00% |